+212.6%
KMB vs BR
+1,286.0%
-1,073.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.3% |
| 7D | -2.7% | -5.9% | +3.2% | -1.2% |
| 30D | -5.0% | +1.9% | -6.9% | -5.5% |
| 3M | +6.6% | +14.7% | -8.1% | +2.7% |
| 6M | +1.0% | -12.8% | +13.7% | +4.0% |
| YTD | +6.0% | -23.0% | +29.0% | +12.3% |
| 1Y | -16.6% | -31.7% | +15.0% | -8.9% |
| 3Y | -8.6% | -4.8% | -3.9% | -9.0% |
| 5Y | -10.9% | +7.8% | -18.7% | -15.2% |
| 10Y | +16.8% | +184.1% | -167.2% | -15.4% |
| All | +212.6% | +1,286.0% | -1,073.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling